Options · Order flow

Options flow overnight

Overnight (global trading hours) option prints.

GET/v1/options/flow/overnightoptionsFlowOvernight

API Developer Overnight data: API Pro Streamable Paginated History-bounded Dataset: options

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Example request
Parameters
Response
Example response
Related

Prints from the overnight session that precedes a trading date (20:15 ET the evening before to 09:25 ET), for the index options that trade overnight: SPX, SPXW, XSP, VIX, VIXW, RUT and RUTW. Rows have the shape of /v1/options/trades. Requires the Pro plan; overnight data is retained for the most recent session only. Underlying prices overnight are model references, not official index prints. Rows are newest first; next_cursor_id pages back through the session and stays valid across restarts for 24 hours. Only prints retained by the platform can be served: roughly the last five sessions, and overnight prints only for the most recent session. Requesting an older session starts a load and answers 503 data_pending with retry_after_ms. A print cancelled after it was served is not recalled, and prints backfilled behind a cursor's position can be missed by a walk in progress; re-read the session for a complete view.

Example request

curl -sS --get "https://api.ordermap.si/v1/options/flow/overnight" \
  -H "Authorization: Bearer $ORDERMAP_API_KEY" \
  --data-urlencode underlying_symbol=SPXW

const params = new URLSearchParams({
  underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/flow/overnight?${params}`, {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);
// Paginated: repeat with cursor_id set to pagination.next_cursor_id until it is null.

Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.

Parameters

24 parameters, none required.

Parameter	Type and limits	Description
`underlying_symbol`queryoptional	stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	Option root or family: SPX returns the SPX and SPXW roots, SPXW only the weekly root, QQQ, NDXP, RUTW, XSP ... Give this or underlying_symbols.
`underlying_symbols`queryoptional	array<string>comma-separated in one parameter1 to 10 itemseach at most 128 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$	Several underlyings in one request, comma separated, at most 10 (for example SPX,SPY,QQQ). Use either underlying_symbol or underlying_symbols.
`date`queryoptional	stringdate	Trading date (YYYY-MM-DD). Default: the current session, else the most recent completed one. Overnight prints belong to the next trading date.
`start_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	Start of the window (inclusive). The window must lie within one trading session; combine with date to name that session.
`end_time`queryoptional	integerunix-msmin 946684800000max 4102444800000	End of the window (exclusive).
`contract_type`queryoptional	stringcallput	Calls or puts. Omit for both.
`date_of_expiry`queryoptional	stringdate	Only contracts expiring on this date.
`min_dte`queryoptional	integermin 0max 3650	Minimum days to expiration (0 = expires on the trading date).
`max_dte`queryoptional	integermin 0max 3650	Maximum days to expiration.
`min_premium`queryoptional	numbermin 0max 1000000000000	Minimum premium in US dollars of a print (price x size x multiplier).
`max_premium`queryoptional	numbermin 0max 1000000000000	Maximum premium in US dollars of a print.
`min_size`queryoptional	integermin 1max 1000000000	Minimum print size in contracts.
`max_size`queryoptional	integermin 1max 1000000000	Maximum print size in contracts.
`trade_type`queryoptional	array<string>comma-separated in one parametersweepblocksplitsinglegoldenmultilegcrossfloorauctioniso1 to 10 items	Comma-separated order types: sweep, block, split, single, golden, multileg, cross, floor, auction, iso. A print matches when any listed type applies. Sweeps and splits are inferred groupings, not exchange-confirmed.
`side`queryoptional	array<string>comma-separated in one parameterabove_askat_asknear_askaskmidnear_bidat_bidbidbelow_bidunknown1 to 10 items	Comma-separated aggressor classes: above_ask, at_ask, near_ask, mid, near_bid, at_bid, below_bid, unknown. ask selects at_ask and near_ask, bid selects near_bid and at_bid. at_ask without near_ask (and at_bid without near_bid) can be asked for only on /v1/options/trades and /v1/options/flow/overnight; elsewhere use ask and bid.
`sentiment`queryoptional	array<string>comma-separated in one parameterbullishbearishneutralunknown1 to 4 items	Comma-separated sentiments: bullish (calls bought or puts sold), bearish (puts bought or calls sold), neutral (traded at the mid) and unknown (direction not determinable).
`otm_only`queryoptional	boolean	Only out-of-the-money contracts (strike beyond the underlying price). Prints without a known underlying price are excluded.
`include_complex`queryoptional	boolean	Include multi-leg (complex order) prints. Default true.
`unusual_only`queryoptional	boolean	Only unusual activity: volume above open interest within 45 days, premium of at least $250,000, or an out-of-the-money sweep at the ask.
`min_strike`queryoptional	number> 0max 1000000	Lowest strike in dollars.
`max_strike`queryoptional	number> 0max 1000000	Highest strike in dollars.
`exchange`queryoptional	array<string>comma-separated in one parameternomamexcboeisearcaphlxboxmrcygmnic2miaxemldbxbzxedgxperlmemx1 to 17 items	Comma-separated exchanges the print executed on: nom, amex, cboe, ise, arca, phlx, box, mrcy, gmni, c2, miax, emld, bx, bzx, edgx, perl, memx.
`limit`queryoptional	integerdefault 100min 1max 500	Maximum rows to return.
`cursor_id`queryoptional	stringat most 1024 characters	Opaque cursor returned as pagination.next_cursor_id; resumes the same query on the next page.

Response

Status	Meaning	Body
`200`	Successful response.	Schema below
`400`	Invalid, unknown or repeated parameters, or an invalid cursor.	Error object
`401`	Missing or invalid API key.	Error object
`403`	The plan, dataset release or account state does not allow this request.	Error object
`422`	The request is valid but no data exists for it.	Error object
`429`	Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After	Error object
`500`	Internal error.	Error object
`503`	Data temporarily unavailable; retry after Retry-After seconds.Retry-After	Error object
`504`	The request timed out.	Error object

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

200 response body

dataarray<object>required31 fields inside
- asknumber | nullrequiredBest ask at execution; null when no valid quote was available.
- bidnumber | nullrequiredBest bid at execution; null when no valid quote was available.
- condition_codeintegerrequiredNumeric trade condition code.
- contract_typestringrequiredCall or put.callput
- date_of_expirystringdaterequiredExpiration date.
- day_volumeintegerrequiredContracts traded in this contract so far on the trading date, as counted by the platform.
- days_to_expiryintegerrequiredCalendar days from the trading date to expiration.
- deltanumber | nullrequiredDelta at execution.
- exchangestringrequiredExecuting exchange, for example cboe, or unmapped_<code> for a venue without a name.
- exchange_codeintegerrequiredNumeric exchange code of the options price reporting authority.
- flagsarray<string>requiredCondition flags: iso (intermarket sweep), auction, cross, floor, complex (multi-leg order), tied, implied, ext_hours, late, cancelled, aggressor_hint, post_cash_close, vol_gt_oi (day volume above open interest), size_gt_oi (print size above open interest), no_side.isoauctioncrossfloorcomplextiedimpliedext_hourslatecancelledaggressor_hintpost_cash_closevol_gt_oisize_gt_oino_side
- group_idstring | nullrequiredIdentifier of the sweep or split this print belongs to; null for a single print.
- idstringrequiredIdentifier of the print: root:expiry:strike x 1000:right:date:sequence. Stable; treat it as opaque.
- implied_volatilitynumber | nullrequiredImplied volatility solved at execution.
- is_blockbooleanrequiredA block: at least 100 contracts and $50,000 premium, or $250,000 premium, or a large auction, cross or floor print.
- is_goldenbooleanrequiredA golden sweep: a sweep of at least $1,000,000 premium.
- is_unusualbooleanrequiredVolume above open interest within 45 days, premium of at least $250,000, or an out-of-the-money sweep at the ask.
- open_interestinteger | nullrequiredOpen interest of the contract at the start of the trading date.
- otm_percentnumber | nullrequiredHow far out of the money the strike is, in percent of the underlying price; negative when in the money.
- premiumnumberrequiredPremium in US dollars: price x size x multiplier.
- pricenumberrequiredExecution price per share.
- sentimentstringrequiredDirection implied by the side: bullish (calls bought or puts sold), bearish (puts bought or calls sold), neutral (traded at the mid) or unknown.bullishbearishneutralunknown
- sessionstringrequiredSession of the print.rthgthcurbother
- sidestringrequiredAggressor class of the print against the quote it was classified with: above_ask (through the ask), at_ask, near_ask (inside the spread, above the mid zone), mid, near_bid, at_bid, below_bid, or unknown when the quote was missing or invalid.above_askat_asknear_askmidnear_bidat_bidbelow_bidunknown
- side_confidencenumberrequiredConfidence of the side classification, 0 to 1; lower when the quote was stale or the order was a complex one.
- sizeintegerrequiredContracts traded.
- strikenumberrequiredStrike in dollars.
- timestampintegerunix-msrequiredExecution time. Unix epoch milliseconds (UTC).
- trade_typestringrequiredPrint or order type. Sweeps and splits are inferred groupings of prints, not exchange-confirmed.sweepsplitsinglemultilegcrossfloor
- underlying_pricenumber | nullrequiredUnderlying price at execution; null when unknown.
- underlying_symbolstringrequiredOption root of the contract, for example SPXW.
metaobjectrequiredMeta object
paginationobjectrequiredPagination object

Example response

{
  "data": [
    {
      "ask": 4.3,
      "bid": 4.05,
      "condition_code": 18,
      "contract_type": "put",
      "date_of_expiry": "2026-10-16",
      "day_volume": 340,
      "days_to_expiry": 0,
      "delta": -0.18,
      "exchange": "cboe",
      "exchange_code": 5,
      "flags": [],
      "group_id": null,
      "id": "SPXW:20261016:5950000:P:20261015:2207",
      "implied_volatility": 0.142,
      "is_block": true,
      "is_golden": false,
      "is_unusual": false,
      "open_interest": 9020,
      "otm_percent": 0.8,
      "premium": 12300,
      "price": 4.1,
      "sentiment": "bullish",
      "session": "gth",
      "side": "near_bid",
      "side_confidence": 0.9,
      "size": 30,
      "strike": 5950,
      "timestamp": 1792142400250,
      "trade_type": "single",
      "underlying_price": 5998.5,
      "underlying_symbol": "SPXW"
    }
  ],
  "meta": {
    "as_of": 1760659200123,
    "coverage": {
      "complete": true
    },
    "delay_ms": 0,
    "delayed": false,
    "request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
    "source": "opra"
  },
  "pagination": {
    "count": 1,
    "has_more": false,
    "limit": 100,
    "next_cursor_id": null,
    "next_url": null
  }
}

Values are illustrative. Missing values are null, never 0.